Title of article :
Rosenthalʹs inequality for point process martingales
Author/Authors :
Wood، نويسنده , , Andrew T.A.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
Moment inequalities for point process martingales are considered. Our main result is a point process analogue of Rosenthalʹs inequality for discrete-time martingales. It is also noted that this inequality generalises in a simple way to marked point process martingales.
Keywords :
Predictable process , Counting process , Martingale inequality , marked point process
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
